NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 98.75 102.11 3.36 3.4% 103.59
High 102.20 103.14 0.94 0.9% 105.00
Low 98.75 101.15 2.40 2.4% 95.83
Close 101.85 102.79 0.94 0.9% 98.14
Range 3.45 1.99 -1.46 -42.3% 9.17
ATR 2.98 2.91 -0.07 -2.4% 0.00
Volume 24,998 23,548 -1,450 -5.8% 106,001
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.33 107.55 103.88
R3 106.34 105.56 103.34
R2 104.35 104.35 103.15
R1 103.57 103.57 102.97 103.96
PP 102.36 102.36 102.36 102.56
S1 101.58 101.58 102.61 101.97
S2 100.37 100.37 102.43
S3 98.38 99.59 102.24
S4 96.39 97.60 101.70
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 127.17 121.82 103.18
R3 118.00 112.65 100.66
R2 108.83 108.83 99.82
R1 103.48 103.48 98.98 101.57
PP 99.66 99.66 99.66 98.70
S1 94.31 94.31 97.30 92.40
S2 90.49 90.49 96.46
S3 81.32 85.14 95.62
S4 72.15 75.97 93.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.14 95.83 7.31 7.1% 2.52 2.4% 95% True False 22,723
10 105.00 95.83 9.17 8.9% 3.35 3.3% 76% False False 25,385
20 105.00 95.83 9.17 8.9% 3.05 3.0% 76% False False 27,457
40 105.00 85.60 19.40 18.9% 2.59 2.5% 89% False False 22,517
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.60
2.618 108.35
1.618 106.36
1.000 105.13
0.618 104.37
HIGH 103.14
0.618 102.38
0.500 102.15
0.382 101.91
LOW 101.15
0.618 99.92
1.000 99.16
1.618 97.93
2.618 95.94
4.250 92.69
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 102.58 101.85
PP 102.36 100.91
S1 102.15 99.98

These figures are updated between 7pm and 10pm EST after a trading day.

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